| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
15,205 |
15,155 |
-50 |
-0.3% |
14,305 |
| High |
15,270 |
15,590 |
320 |
2.1% |
15,390 |
| Low |
15,085 |
15,155 |
70 |
0.5% |
14,225 |
| Close |
15,175 |
15,555 |
380 |
2.5% |
15,330 |
| Range |
185 |
435 |
250 |
135.1% |
1,165 |
| ATR |
277 |
288 |
11 |
4.1% |
0 |
| Volume |
15,851 |
15,375 |
-476 |
-3.0% |
62,601 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,738 |
16,582 |
15,794 |
|
| R3 |
16,303 |
16,147 |
15,675 |
|
| R2 |
15,868 |
15,868 |
15,635 |
|
| R1 |
15,712 |
15,712 |
15,595 |
15,790 |
| PP |
15,433 |
15,433 |
15,433 |
15,473 |
| S1 |
15,277 |
15,277 |
15,515 |
15,355 |
| S2 |
14,998 |
14,998 |
15,475 |
|
| S3 |
14,563 |
14,842 |
15,436 |
|
| S4 |
14,128 |
14,407 |
15,316 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,477 |
18,068 |
15,971 |
|
| R3 |
17,312 |
16,903 |
15,651 |
|
| R2 |
16,147 |
16,147 |
15,544 |
|
| R1 |
15,738 |
15,738 |
15,437 |
15,943 |
| PP |
14,982 |
14,982 |
14,982 |
15,084 |
| S1 |
14,573 |
14,573 |
15,223 |
14,778 |
| S2 |
13,817 |
13,817 |
15,117 |
|
| S3 |
12,652 |
13,408 |
15,010 |
|
| S4 |
11,487 |
12,243 |
14,689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,590 |
15,020 |
570 |
3.7% |
299 |
1.9% |
94% |
True |
False |
14,453 |
| 10 |
15,590 |
14,020 |
1,570 |
10.1% |
291 |
1.9% |
98% |
True |
False |
14,394 |
| 20 |
15,590 |
13,910 |
1,680 |
10.8% |
277 |
1.8% |
98% |
True |
False |
11,876 |
| 40 |
15,590 |
13,785 |
1,805 |
11.6% |
286 |
1.8% |
98% |
True |
False |
12,325 |
| 60 |
15,590 |
13,340 |
2,250 |
14.5% |
289 |
1.9% |
98% |
True |
False |
11,830 |
| 80 |
15,590 |
13,240 |
2,350 |
15.1% |
272 |
1.7% |
99% |
True |
False |
8,898 |
| 100 |
15,590 |
13,240 |
2,350 |
15.1% |
237 |
1.5% |
99% |
True |
False |
7,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,439 |
|
2.618 |
16,729 |
|
1.618 |
16,294 |
|
1.000 |
16,025 |
|
0.618 |
15,859 |
|
HIGH |
15,590 |
|
0.618 |
15,424 |
|
0.500 |
15,373 |
|
0.382 |
15,321 |
|
LOW |
15,155 |
|
0.618 |
14,886 |
|
1.000 |
14,720 |
|
1.618 |
14,451 |
|
2.618 |
14,016 |
|
4.250 |
13,306 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,494 |
15,475 |
| PP |
15,433 |
15,395 |
| S1 |
15,373 |
15,315 |
|